search for: implvol

Dear R-users I need to calibrate kappa, rho, eta, theta, v0 in the following code, see below. However when I run it, I get: y <- function(kappahat, rhohat, etahat, thetahat, v0hat) {sum(difference(k, t, S0, X, r, implvol, q, kappahat, rhohat, etahat, thetahat, v0hat)^2)} > nlminb(start=list(kappa, rho, eta, theta, v0), objective = y, lower =lb, > upper =ub) Error in dots[[1L]][[1L]] : object of type 'closure' is not subsettable And I don't know what this mean and what I am doing wrong. Can anyone...

...Here is my data: http://r.789695.n4.nabble.com/file/n3747509/S%26P_500_calls%2C_jan-jun_2010.csv S%26P_500_calls%2C_jan-jun_2010.csv S0 <- 1136.03 q <- 0.02145608 S0 <- spot[10,6] S0 strike <- marketdata[1:460,9] T <- marketdata[1:460,17]/365 #Notice the T is measured in years now implvol <- marketdata[1:460,12] ask <- marketdata[1:460,10] bid <- marketdata[1:460,11] mid_bidask <- (bid + ask) /2 r <- 0.020 And my code: BS_Call <- function(S0, K, T, r, sigma, q) # Which works fine { sig <- sigma * sqrt(T) d1 <- (log (S0/K) + (r - q + sigma^...